#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Processes;
namespace Cephei.QL.Experimental.Exoticoptions
{
    /// <summary> 
	/// ! This class implements formulae from "The Value of an American Option to Exchange One Asset for Another", W. Margrabe, Journal of Finance, 33, 177-86.  \test the correctness of the returned value is tested by reproducing results available in literature.
	/// </summary>
    [Guid ("6DF1D1D4-7B77-4dda-8A35-43902043081B"),ComVisible(true)]
	public interface IAnalyticAmericanMargrabeEngine 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 IAnalyticAmericanMargrabeEngine Calculate {get;}
    }   

    /// <summary> 
	/// ! This class implements formulae from "The Value of an American Option to Exchange One Asset for Another", W. Margrabe, Journal of Finance, 33, 177-86.  \test the correctness of the returned value is tested by reproducing results available in literature. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IAnalyticAmericanMargrabeEngine_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IAnalyticAmericanMargrabeEngine Create (Cephei.QL.Processes.IGeneralizedBlackScholesProcess process1, Cephei.QL.Processes.IGeneralizedBlackScholesProcess process2, Double correlation);
    }
}

